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JMEE vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JMEEAVUV
YTD Return11.38%6.54%
1Y Return22.28%22.36%
Sharpe Ratio1.301.04
Daily Std Dev17.03%20.87%
Max Drawdown-16.61%-49.42%
Current Drawdown-1.30%-4.82%

Correlation

-0.50.00.51.01.0

The correlation between JMEE and AVUV is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

JMEE vs. AVUV - Performance Comparison

In the year-to-date period, JMEE achieves a 11.38% return, which is significantly higher than AVUV's 6.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.51%
4.71%
JMEE
AVUV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JMEE vs. AVUV - Expense Ratio Comparison

JMEE has a 0.24% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for JMEE: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

JMEE vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Market Expansion Enhanced Equity ETF (JMEE) and Avantis U.S. Small Cap Value ETF (AVUV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JMEE
Sharpe ratio
The chart of Sharpe ratio for JMEE, currently valued at 1.30, compared to the broader market0.002.004.001.30
Sortino ratio
The chart of Sortino ratio for JMEE, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.0010.0012.001.88
Omega ratio
The chart of Omega ratio for JMEE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for JMEE, currently valued at 1.61, compared to the broader market0.005.0010.0015.001.61
Martin ratio
The chart of Martin ratio for JMEE, currently valued at 6.77, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.77
AVUV
Sharpe ratio
The chart of Sharpe ratio for AVUV, currently valued at 1.04, compared to the broader market0.002.004.001.04
Sortino ratio
The chart of Sortino ratio for AVUV, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.0012.001.58
Omega ratio
The chart of Omega ratio for AVUV, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.19
Calmar ratio
The chart of Calmar ratio for AVUV, currently valued at 1.74, compared to the broader market0.005.0010.0015.001.74
Martin ratio
The chart of Martin ratio for AVUV, currently valued at 5.20, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.20

JMEE vs. AVUV - Sharpe Ratio Comparison

The current JMEE Sharpe Ratio is 1.30, which roughly equals the AVUV Sharpe Ratio of 1.04. The chart below compares the 12-month rolling Sharpe Ratio of JMEE and AVUV.


Rolling 12-month Sharpe Ratio0.501.001.50AprilMayJuneJulyAugustSeptember
1.30
1.04
JMEE
AVUV

Dividends

JMEE vs. AVUV - Dividend Comparison

JMEE's dividend yield for the trailing twelve months is around 1.12%, less than AVUV's 1.61% yield.


TTM20232022202120202019
JMEE
JPMorgan Market Expansion Enhanced Equity ETF
1.12%1.25%6.63%0.00%0.00%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.61%1.65%1.74%1.28%1.21%0.38%

Drawdowns

JMEE vs. AVUV - Drawdown Comparison

The maximum JMEE drawdown since its inception was -16.61%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for JMEE and AVUV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.30%
-4.82%
JMEE
AVUV

Volatility

JMEE vs. AVUV - Volatility Comparison

The current volatility for JPMorgan Market Expansion Enhanced Equity ETF (JMEE) is 5.25%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 6.43%. This indicates that JMEE experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.25%
6.43%
JMEE
AVUV